+34.0%
VSH vs GPC
+0.9%
+33.1%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.1% | +3.3% | +4.0% |
| 7D | +4.1% | +1.2% | +2.9% | +3.6% |
| 30D | -4.2% | +6.0% | -10.1% | -6.2% |
| 3M | -50.0% | +42.6% | -92.6% | -58.2% |
| 6M | +80.2% | +22.8% | +57.4% | +61.6% |
| YTD | +121.1% | +15.5% | +105.6% | +100.7% |
| 1Y | +112.0% | +2.0% | +109.9% | +105.8% |
| All | +34.0% | +0.9% | +33.1% | +20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded GPC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling